Associate, Liquidity Risk (Governance / Retail Bank)

Full Time

International Banking Client

Office Status: Hybrid

Responsibilities:

  • Construct a comprehensive liquidity risk governance framework for the retail bank (DBU): primarily develop liquidity stress testing framework (including multiple scenarios) for retail banking unit (DBU) along with detailed underlying assumptions for products and services offered by the business line
  • Develop risk metrics that aid in identification and capture of liquidity risk embedded within the retail banking portfolio
  • Collaborate with other cross functional teams to develop appropriate liquidity risk reporting infrastructure for the retail bank
  • Work with Treasury, FP&A, and other teams to provide effective oversight and review of deposit decay curve formulation and assess impact on liquidity risk under various scenarios
  • Serve as point person for internal review and audit of the retail bank stress test models and metrics
  • Ensure adherence of retail bank liquidity stress test model to regulatory requirements (EPS Reg YY) and internal processes as set out for the Combined U.S. Operations, and other Americas Division businesses
  • Perform annual reviews of liquidity metrics, document changes, and present at 2nd line forums (LMRC, RCMC)
  • Represent Risk Organization as the 2nd line Review and Challenge at 1st line forums such as ALCO
  • Assist in preparing risk committee meeting materials to report to both internal and external stakeholders, including regulators
  • Assist in officially responding to FRB NY’s Horizontal Liquidity Review questionnaires and prepare materials for presentation to FRB NY
  • Provide independent review and assessment of new products and services introduced by the 1st line
  • Update and ensures compliance with internal risk policy documents
  • Develop and maintain risk control frameworks
  • Manage ad-hoc projects as necessary
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